Assuming you're going to be exporting this file (or a duplicate of this file) many times, here's how you fix it:
Export your Indesign file as an Indesign Interchange (.inx) file. Open the Interchange file and resave it as the original file name (it will open as an untitled file). Now when you export the file the file's name will appear.
I found this thread searching for a solution to my own problem, which is this: I just reinstalled CS2, and whenever I go to export a PDF (from Illustrator and Indesign) I get additional information in my file name. Basically, whatever is in the header. So for file "FileName.indd" the header also shows "@ 103%" (because that's the current scaling," and when I g to export, the PDF name comes up as "FileName.indd @ 103%.pdf" and it's really annoying having to delete the extra characters (especially in Illustrator, when the name usually includes a "(CMYK Preview)".
Any help? Am I not seeing a preference that deletes that from the header?